Stochastic Processes, Estimation, and Control
From MaRDI portal
Recommendations
Cited in
(41)- Estimation and control of dynamical systems
- Multivariate estimator for linear dynamical systems with additive Laplace measurement and process noises
- Design of coherent quantum observers for linear quantum systems
- Bayesian inverse problems and Kalman filters
- Stochastic sliding mode control of active vehicle suspension with mismatched uncertainty and multiplicative perturbations
- Stochastic models, estimation, and control. Vol. 2,3
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
- scientific article; zbMATH DE number 686773 (Why is no real title available?)
- Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
- A matrix nullspace approach for solving equality-constrained multivariable polynomial least-squares problems
- Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems
- On stability and convergence of optimal estimation for networked control systems with dual packet losses without acknowledgment
- scientific article; zbMATH DE number 48211 (Why is no real title available?)
- State estimation over non-acknowledgment networks with Markovian packet dropouts
- On the robustness of the Bayes and Wiener estimators under model uncertainty
- scientific article; zbMATH DE number 4089457 (Why is no real title available?)
- scientific article; zbMATH DE number 5210013 (Why is no real title available?)
- Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise
- A stochastic controller for a scalar linear system with additive Cauchy noise
- Linear stochastic systems with constant coefficients. A statistical approach
- Stochastic event-based LQG control: an analysis on strict consistency
- Modelling stochastic uncertainties. From Monte Carlo simulations to game theory
- Stochastic processes. Estimation, optimization \& processes.
- Weiner and Kalman filters for systems with random parameters
- Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization
- Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses
- On the asymptotical and practical stability of stochastic control systems
- Filtering and prediction: A primer
- scientific article; zbMATH DE number 1169075 (Why is no real title available?)
- scientific article; zbMATH DE number 3207272 (Why is no real title available?)
- Introduction to optimal estimation
- A real-time approach for damage identification using hyperchaotic probe and stochastic estimation
- Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises
- scientific article; zbMATH DE number 53267 (Why is no real title available?)
- Mathematics of Kalman-Bucy filtering.
- scientific article; zbMATH DE number 2109199 (Why is no real title available?)
- Optimal control for Itô-stochastic systems with multiple input and output delays
- Linear-quadratic controls in risk-averse decision making. Performance-measure statistics and control decision optimization.
- On the convergence of degenerate risk sensitive filters
- An estimation approach for linear stochastic systems based on characteristic functions
- Linear quadratic control with risk constraints
This page was built for publication: Stochastic Processes, Estimation, and Control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3531271)